My inital answer is no it won't make her afraid... but you still shouldn't do it if you are unsure.

Different people will tell you different things, and it really depends on how your dog is.

I'll shockDutch with a bird in his mouth, but thats only because he knows 100% (as do I know that he understands) what he is supposed to be doing. And that is coming back to me with the bird... not sniffing around, not taking a different line, not watering the flowers or taking a crap.... just comnig back to me post haste. I've been with that dog and worked with him almost every day of his nearly two years on earth.... we have an understanding and when he tests me... I give him what for.

Reader Digest version: It really depends on these two things:

1) How well you conditioned her to the collar.. ie: Does she know what that pain in her neck means?

2) How well the force fetching sunk in. (also see No. 1) If it didn't take (and this is a better one for Doc) then she may well think that bird is her's for the picking and you are just coming to take it away. If she doesn't understand "FETCH" then shocking her and reinforcing the command is going to be about as good as speaking German to a Chinaman.